Sensitivity for second-order composed contingent derivatives under Benson proper efficiency (Q4990495)
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scientific article; zbMATH DE number 7352427
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| English | Sensitivity for second-order composed contingent derivatives under Benson proper efficiency |
scientific article; zbMATH DE number 7352427 |
Statements
28 May 2021
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qualitative analysis
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second-order composed contingent derivative
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Benson proper perturbation map
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set-optimization
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0.8525086045265198
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0.8421782851219177
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0.8396738171577454
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